Following Hurricanes Harvey and Irma, dv01 added “Harvey Region” and “Irma Region” filters and stratification parameters to our platform. Additionally, we added a filter and stratification parameter called “Hurricane Affected” that covers all loans potentially affected by either hurricane, which allows investors to monitor exposure to potentially affected loans across both Harvey and Irma.

The below Insights Report is the compilation of our work, and aims to assist investors studying the potential impact of the two hurricanes on MPL payment patterns. The data is aggregated from four MPL platforms with a combined origination of 1.7 million loans totaling $24.7 billion original balance from 2013 through 2017 year to date, with $13.4 billion remaining outstanding balance.

The report summarizes data across seven categories: outstanding loans affected, delinquency status, FICO score at origination, loan payment to income ratio, loan age, loan coupon, and home ownership.

Click here to download the full report.